+0.2%
XLU vs CAPR
+41.9%
-41.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.7% |
| 7D | +0.4% | +29.7% | -29.3% | +0.4% |
| 30D | +5.2% | +11.0% | -5.8% | +5.2% |
| 3M | -0.1% | +118.8% | -118.9% | -0.1% |
| 6M | -5.3% | -73.9% | +68.6% | -5.5% |
| YTD | +3.5% | -70.2% | +73.7% | +3.5% |
| 1Y | +0.2% | +38.3% | -38.0% | +0.6% |
| All | +0.2% | +41.9% | -41.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling